Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study

DOI10.1504/IJOR.2010.033102MaRDI QIDQ973438zbMATH OpenOpenAlexFDO

Authors Panagiotis Xidonas, George Mavrotas, John Psarras

Publication date 31 May 2010

Published in International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijor.2010.033102

zbMATH Keywords

modellingportfolio managementmultiobjective mathematical programmingbibliographic study

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Bibliographic studies (01A90)

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Cited in

(6)

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• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
• Multiple criteria decision aiding for finance: an updated bibliographic survey
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
• Equity portfolio construction and selection using multiobjective mathematical programming
• On multiobjective optimization in portfolio management

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